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Historical option data for SENSEX50

22 Jun 2026 01:20 PM IST
SENSEX50 25-Jun-2026 (3d) 77200 CE
Delta: 0.52
Vega: 28.3
Theta: -71.57
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
8 Apr 77562.90 0 0 (0.00%) - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0
10 Apr 77550.25 0 0 (0.00%) - 0 0 0
13 Apr 76847.57 - - - 0 0 0
30 Apr 76913.50 2819.65 0 (0.00%) - 0 0 0
4 May 77269.40 2819.65 0 (0.00%) - 0 0 0
5 May 77017.79 2819.65 0 (0.00%) - 0 0 0
6 May 77958.52 2819.65 0 (0.00%) - 0 0 0
7 May 77844.52 2819.65 0 (0.00%) - 0 0 0
8 May 77328.19 2819.65 0 (0.00%) - 0 0 0
11 May 76015.28 2819.65 0 (0.00%) - 0 0 0
12 May 74559.24 2819.65 0 (0.00%) - 0 0 0
13 May 74608.98 2819.65 0 (0.00%) - 0 0 0
14 May 75398.72 2819.65 0 (0.00%) - 0 0 0
15 May 75237.99 2819.65 0 (0.00%) - 0 0 0
18 May 75315.04 2819.65 0 (0.00%) - 0 0 0
19 May 75200.85 2819.65 0 (0.00%) - 0 0 0
20 May 75318.39 2819.65 0 (0.00%) - 0 0 0
21 May 75183.36 2819.65 0 (0.00%) - 0 0 0
22 May 75415.35 975.05 228.3 (30.57%) 15.65 3 0.8 0.8
25 May 76488.96 975.05 228.3 (30.57%) - 0 0 0.8
26 May 76009.70 975.05 228.3 (30.57%) - 0 0 0.8
27 May 75867.80 975.05 228.3 (30.57%) - 0 0 0.8
29 May 74775.74 524.7 -83.55 (-13.74%) 15.07 5 0.8 1.6
1 Jun 74267.34 322.8 -201.9 (-38.48%) 14.92 48 6.667 8.267
2 Jun 74649.84 342.2 10.25 (3.09%) 14.16 66 -2.4 5.867
3 Jun 74346.17 264.3 -59.85 (-18.46%) 14.27 24 0 5.867
4 Jun 74360.01 264.3 -59.85 (-18.46%) - 0 0 5.867
5 Jun 74243.34 252.25 4.85 (1.96%) 15.28 5 0 5.867
8 Jun 73524.26 252.25 4.85 (1.96%) - 0 0 5.867
9 Jun 73918.76 252.25 4.85 (1.96%) - 0 0 5.867
10 Jun 73983.18 252.25 4.85 (1.96%) - 0 0 5.867
11 Jun 73832.55 158.95 -62.65 (-28.27%) 17.88 1 0 5.867
12 Jun 75527.95 266.5 107.55 (67.66%) 13.46 19 0 5.867
15 Jun 76264.33 405.05 159.5 (64.96%) 14.19 989 72 77.867
16 Jun 76808.48 460.7 60.85 (15.22%) 11.54 603 18.667 96.533
17 Jun 77155.62 575.15 128.2 (28.68%) 11.21 5,763 296.267 392.8
18 Jun 77409.98 690.1 120.55 (21.17%) 11.51 73,702 1,505.867 1,898.667
19 Jun 76802.90 339.7 -280.1 (-45.19%) 10.96 1,74,065 503.467 2,402.133
22 Jun 77172.22 394.65 53.8 (15.78%) 13.26 5,46,398 10,073.067 12,475.2


For Sensex 50 - strike price 77200 expiring on 25JUN2026

Delta for 77200 CE is 0.52

Historical price for 77200 CE is as follows

On 8 Apr SENSEX50 was trading at 77562.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr SENSEX50 was trading at 76631.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr SENSEX50 was trading at 77550.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr SENSEX50 was trading at 76847.57. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 2819.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 975.05, which was 228.3 higher than the previous day. The implied volatity was 15.65, the open interest changed by 3 which increased total open position to 3


On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 975.05, which was 228.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 975.05, which was 228.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 975.05, which was 228.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 524.7, which was -83.55 lower than the previous day. The implied volatity was 15.07, the open interest changed by 3 which increased total open position to 6


On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 322.8, which was -201.9 lower than the previous day. The implied volatity was 14.92, the open interest changed by 25 which increased total open position to 31


On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 342.2, which was 10.25 higher than the previous day. The implied volatity was 14.16, the open interest changed by -9 which decreased total open position to 22


On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 264.3, which was -59.85 lower than the previous day. The implied volatity was 14.27, the open interest changed by 0 which decreased total open position to 22


On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 264.3, which was -59.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 252.25, which was 4.85 higher than the previous day. The implied volatity was 15.28, the open interest changed by 0 which decreased total open position to 22


On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 252.25, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 252.25, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 252.25, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 158.95, which was -62.65 lower than the previous day. The implied volatity was 17.88, the open interest changed by 0 which decreased total open position to 22


On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 266.5, which was 107.55 higher than the previous day. The implied volatity was 13.46, the open interest changed by 0 which decreased total open position to 22


On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 405.05, which was 159.5 higher than the previous day. The implied volatity was 14.19, the open interest changed by 270 which increased total open position to 292


On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 460.7, which was 60.85 higher than the previous day. The implied volatity was 11.54, the open interest changed by 70 which increased total open position to 362


On 17 Jun SENSEX50 was trading at 77155.62. The strike last trading price was 575.15, which was 128.2 higher than the previous day. The implied volatity was 11.21, the open interest changed by 1111 which increased total open position to 1473


On 18 Jun SENSEX50 was trading at 77409.98. The strike last trading price was 690.1, which was 120.55 higher than the previous day. The implied volatity was 11.51, the open interest changed by 5647 which increased total open position to 7120


On 19 Jun SENSEX50 was trading at 76802.90. The strike last trading price was 339.7, which was -280.1 lower than the previous day. The implied volatity was 10.96, the open interest changed by 1888 which increased total open position to 9008


On 22 Jun SENSEX50 was trading at 77172.22. The strike last trading price was 394.65, which was 53.8 higher than the previous day. The implied volatity was 13.26, the open interest changed by 37774 which increased total open position to 46782


SENSEX50 25-Jun-2026 (3d) 77200 PE
Delta: -0.48
Vega: 28.3
Theta: -53.32
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
8 Apr 77562.90 0 0 (0.00%) - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0
10 Apr 77550.25 0 0 (0.00%) - 0 0 0
13 Apr 76847.57 - - - 0 0 0
30 Apr 76913.50 1626.25 0 (0.00%) - 0 0 0
4 May 77269.40 1626.25 0 (0.00%) - 0 0 0
5 May 77017.79 1626.25 0 (0.00%) - 0 0 0
6 May 77958.52 1626.25 0 (0.00%) - 0 0 0
7 May 77844.52 1626.25 0 (0.00%) - 0 0 0
8 May 77328.19 1626.25 0 (0.00%) - 0 0 0
11 May 76015.28 1626.25 0 (0.00%) - 0 0 0
12 May 74559.24 1626.25 0 (0.00%) - 0 0 0
13 May 74608.98 1626.25 0 (0.00%) - 0 0 0
14 May 75398.72 1626.25 0 (0.00%) - 0 0 0
15 May 75237.99 1626.25 0 (0.00%) - 0 0 0
18 May 75315.04 1626.25 0 (0.00%) - 0 0 0
19 May 75200.85 1626.25 0 (0.00%) - 0 0 0
20 May 75318.39 1626.25 0 (0.00%) - 0 0 0
21 May 75183.36 1626.25 0 (0.00%) - 0 0 0
22 May 75415.35 1626.25 0 (0.00%) - 0 0 0
25 May 76488.96 1626.25 0 (0.00%) - 0 0 0
26 May 76009.70 1719.25 22.05 (1.30%) 16.31 7 1.867 1.867
27 May 75867.80 1640.7 -78.55 (-4.57%) 14.55 9 1.067 2.933
29 May 74775.74 1558.3 -82.4 (-5.02%) 7.25 1 0.267 3.2
1 Jun 74267.34 1558.3 -82.4 (-5.02%) - 0 0 3.2
2 Jun 74649.84 1558.3 -82.4 (-5.02%) - 0 0 3.2
3 Jun 74346.17 1558.3 -82.4 (-5.02%) - 0 0 3.2
4 Jun 74360.01 1558.3 -82.4 (-5.02%) - 0 0 3.2
5 Jun 74243.34 1558.3 -82.4 (-5.02%) - 0 0 3.2
8 Jun 73524.26 1558.3 -82.4 (-5.02%) - 0 0 3.2
9 Jun 73918.76 1558.3 -82.4 (-5.02%) - 0 0 3.2
10 Jun 73983.18 2999.95 -261.3 (-8.01%) 14.52 1 0.267 3.467
11 Jun 73832.55 2999.95 -261.3 (-8.01%) - 0 0 3.467
12 Jun 75527.95 1980 -1278.8 (-39.24%) 20.02 3 -0.8 2.667
15 Jun 76264.33 1184.6 -795.4 (-40.17%) 14.87 10 0.533 3.2
16 Jun 76808.48 804 -385.55 (-32.41%) 14.5 182 24 27.2
17 Jun 77155.62 607.6 -220.15 (-26.60%) 14.68 3,090 218.933 246.133
18 Jun 77409.98 357.35 -254.7 (-41.61%) 12.12 53,198 2,826.133 3,072.267
19 Jun 76802.90 572 205.65 (56.13%) 11.85 47,132 -1,579.733 1,492.533
22 Jun 77172.22 375 -271.95 (-42.04%) 13.89 5,05,177 9,270.667 10,763.2


For Sensex 50 - strike price 77200 expiring on 25JUN2026

Delta for 77200 PE is -0.48

Historical price for 77200 PE is as follows

On 8 Apr SENSEX50 was trading at 77562.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr SENSEX50 was trading at 76631.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr SENSEX50 was trading at 77550.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr SENSEX50 was trading at 76847.57. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 1626.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 1719.25, which was 22.05 higher than the previous day. The implied volatity was 16.31, the open interest changed by 7 which increased total open position to 7


On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 1640.7, which was -78.55 lower than the previous day. The implied volatity was 14.55, the open interest changed by 4 which increased total open position to 11


On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 1558.3, which was -82.4 lower than the previous day. The implied volatity was 7.25, the open interest changed by 1 which increased total open position to 12


On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 1558.3, which was -82.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 1558.3, which was -82.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 1558.3, which was -82.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 1558.3, which was -82.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 1558.3, which was -82.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 1558.3, which was -82.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 1558.3, which was -82.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 2999.95, which was -261.3 lower than the previous day. The implied volatity was 14.52, the open interest changed by 1 which increased total open position to 13


On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 2999.95, which was -261.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 1980, which was -1278.8 lower than the previous day. The implied volatity was 20.02, the open interest changed by -3 which decreased total open position to 10


On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 1184.6, which was -795.4 lower than the previous day. The implied volatity was 14.87, the open interest changed by 2 which increased total open position to 12


On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 804, which was -385.55 lower than the previous day. The implied volatity was 14.5, the open interest changed by 90 which increased total open position to 102


On 17 Jun SENSEX50 was trading at 77155.62. The strike last trading price was 607.6, which was -220.15 lower than the previous day. The implied volatity was 14.68, the open interest changed by 821 which increased total open position to 923


On 18 Jun SENSEX50 was trading at 77409.98. The strike last trading price was 357.35, which was -254.7 lower than the previous day. The implied volatity was 12.12, the open interest changed by 10598 which increased total open position to 11521


On 19 Jun SENSEX50 was trading at 76802.90. The strike last trading price was 572, which was 205.65 higher than the previous day. The implied volatity was 11.85, the open interest changed by -5924 which decreased total open position to 5597


On 22 Jun SENSEX50 was trading at 77172.22. The strike last trading price was 375, which was -271.95 lower than the previous day. The implied volatity was 13.89, the open interest changed by 34765 which increased total open position to 40362